+7,716.4%
TPR vs DTE
+1,173.5%
+6,543.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | -2.3% | +0.2% | -2.5% | -2.4% |
| 30D | -23.0% | -2.6% | -20.4% | -21.9% |
| 3M | -12.5% | -3.9% | -8.6% | -10.7% |
| 6M | -21.4% | -7.9% | -13.5% | -18.0% |
| YTD | -3.5% | +7.2% | -10.7% | -8.5% |
| 1Y | +17.4% | +3.1% | +14.3% | +13.9% |
| 3Y | +291.3% | +47.6% | +243.7% | +197.0% |
| 5Y | +241.9% | +32.7% | +209.2% | +169.8% |
| 10Y | +322.7% | +138.8% | +183.9% | +126.9% |
| All | +7,716.4% | +1,173.5% | +6,543.0% | +1,717.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DTE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling